+290.2%
BN vs EXEL
+320.7%
-30.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +14.0% | +13.1% | +0.8% | +11.6% |
| 3M | -9.0% | +36.3% | -45.3% | -13.8% |
| 6M | -8.8% | +34.5% | -43.4% | -13.6% |
| YTD | -10.3% | +57.4% | -67.7% | -17.6% |
| 1Y | -5.8% | +62.9% | -68.7% | -14.1% |
| 3Y | +94.8% | +229.5% | -134.7% | +54.0% |
| 5Y | +31.5% | +281.2% | -249.7% | +0.1% |
| All | +290.2% | +320.7% | -30.5% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling